Leaderboard

Chris, excellent analysis. I will stick to Anchor strategy for years to come. One thought: would it be possible to reduce the lag and approach SPY's performance with highly correlated, but outperforming ETFs such as QQQ, RSP and IWM? I have read that RSP and SDY/VIG combo outperforms SPY in the 10-year timeframe, but it seems that QQQ and RSP are further ahead within a long time horizon. Sure, they are more volatile, but wouldn't they be covered by the SPY puts? As a variation, QQQ and IWM are easy to hedge by their own long puts. I suppose one can devise an outperforming yet very stable strategy combining your SPY 4:5 diagonal and QQQ/its own long puts and IWM/its own long puts strategy. I am seeing less weekly SPY put extrinsic required on such a strategy (on a yearly basis) than with the "classical" Anchor. But I am happy with the Anchor's ETF performance. You got a brilliant product. QZW